MATLAB and OpenGamma 3

gistfile1.java

package com.opengamma.externalanalytics.test;

import java.net.URL;

import com.mathworks.mps.client.MWClient;
import com.mathworks.mps.client.MWHttpClient;
import com.opengamma.externalanalytics.matlab.CustomMatlabModel;

public class StandAloneRunner {
	public static void main(String[] args) {
		MWClient client = new MWHttpClient();

		try {
			CustomMatlabModel m = client.createProxy(new URL(
					"http://localhost:9910/OpenGamma_MATLAB_Analytics"),
					CustomMatlabModel.class);

			boolean isCall = true;
			double Price = 100;
			double Strike = 100;
			double Rate = 2.0 / 100.0;
			double Time = 30.0 / 365.0;
			double Volatility = 7.0 / 100.0;
			double Yield = 1.0 / 100.0;

			double price = m.MatlabBlackScholes(isCall, Price, Strike, Rate,
					Time, Volatility, Yield);

			System.out.println("Price: " + price);
		} catch (Exception ex) {
			ex.printStackTrace();
		} finally {
			client.close();
		}

	}
}